+1,329.6%
CSX vs TMUS
+306.1%
+1,023.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -2.7% | +9.0% | -11.7% | -4.9% |
| 30D | +7.0% | -3.2% | +10.2% | +7.4% |
| 3M | -0.3% | -6.9% | +6.6% | +0.9% |
| 6M | +13.5% | -16.4% | +30.0% | +17.3% |
| YTD | +41.5% | -19.6% | +61.1% | +47.1% |
| 1Y | +45.8% | -19.9% | +65.7% | +51.4% |
| 3Y | +74.4% | +14.5% | +59.9% | +62.5% |
| 5Y | +53.6% | +37.7% | +15.9% | +34.7% |
| 10Y | +465.6% | +242.2% | +223.4% | +288.1% |
| All | +1,329.6% | +306.1% | +1,023.5% | +656.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling